+730.7%
EXPE vs PH
+2,797.2%
-2,066.6%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +2.9% | -7.7% | -6.6% |
| 7D | -9.3% | +2.0% | -11.3% | -10.7% |
| 30D | +0.1% | -3.7% | +3.8% | +1.6% |
| 3M | -15.3% | -14.0% | -1.3% | -8.0% |
| 6M | +5.5% | +2.1% | +3.4% | +1.6% |
| YTD | -8.0% | +5.1% | -13.0% | -14.1% |
| 1Y | +18.9% | +10.9% | +7.9% | +7.4% |
| 3Y | +135.5% | +132.9% | +2.6% | +29.4% |
| 5Y | +44.3% | +200.1% | -155.8% | -33.4% |
| 10Y | +117.7% | +783.8% | -666.1% | -52.0% |
| All | +730.7% | +2,797.2% | -2,066.6% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling